Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48879.3 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42195.7 Kr¶

PnL: ---------------------------------------> -237.58 Kr¶

DD now: ---------------------------------> -7.984 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 13:38:52.009091'

Anic Portfolio¶

Today¶

Return: -0.86 %¶

This Week¶

Return: -0.86 %¶

Total portfolio value¶

Return including deposits: 60.018 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.290000 1661.760000 194.220000 13.230000 1467.540000
Hoist Finance 35 2.150000 999.250000 21.000000 2.150000 978.250000
Orrön Energy 180 0.570000 2052.000000 14.400000 0.710000 2037.600000
JM 6 1.670000 876.600000 14.400000 1.670000 862.200000
Catena 2 1.620000 802.400000 12.800000 1.620000 789.600000
HEXPOL B 9 0.170000 1030.500000 12.600000 1.240000 1017.900000
Sagax B 4 1.410000 864.000000 12.000000 1.410000 852.000000
BioGaia B 8 1.290000 940.000000 12.000000 1.290000 928.000000
Atrium Ljungberg B 5 0.910000 941.500000 8.500000 0.910000 933.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
ASSA ABLOY B 3 0.460000 780.600000 3.600000 0.460000 777.000000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
AcadeMedia 8 -0.400000 401.200000 0.000000 0.000000 401.200000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
SKF B 5 -0.320000 935.000000 -3.000000 -0.320000 938.000000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Hexatronic Group 12 -0.420000 960.480000 -4.080000 -0.420000 964.560000
EQT 4 -0.580000 824.800000 -4.800000 -0.580000 829.600000
Gränges 9 -0.870000 918.000000 -8.100000 -0.870000 926.100000
OX2 13 -0.890000 939.250000 -8.450000 -0.890000 947.700000
Byggmax Group 33 -0.970000 945.120000 -9.240000 -0.970000 954.360000
Nordic Waterproofing Holding 7 -1.740000 947.800000 -16.800000 -1.740000 964.600000
Alimak Group 11 -2.140000 906.400000 -19.800000 -2.140000 926.200000
Addnode Group B 11 -2.630000 894.300000 -24.200000 -2.630000 918.500000
Latour B 4 -3.790000 822.800000 -32.400000 -3.790000 855.200000
Indutrade 5 -2.760000 1181.000000 -33.500000 -2.760000 1214.500000
VEF 909 -2.400000 1808.000000 -37.270000 -2.020000 1845.270000
Vitec Software Group B 2 -3.870000 1042.000000 -42.000000 -3.870000 1084.000000
Bufab 3 -4.660000 1054.800000 -51.600000 -4.660000 1106.400000
Hexagon B 26 -1.730000 3391.700000 -59.800000 -1.730000 3451.500000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
BHG Group 97 -7.930000 1340.540000 -114.460000 -7.870000 1455.000000
TOTAL 42195.700000 -237.580000 -7.98385% 42433.280000

Updated:¶

'2023-07-03 13:39:08.999660'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶